SPDR S&P 500 ETF


Trading Metrics calculated at close of trading on 01-Apr-2013
Day Change Summary
Previous Current
28-Mar-2013 01-Apr-2013 Change Change % Previous Week
Open 156.09 156.59 0.50 0.3% 156.01
High 156.85 156.91 0.06 0.0% 156.85
Low 155.75 155.67 -0.08 -0.1% 154.35
Close 156.67 156.05 -0.62 -0.4% 156.67
Range 1.10 1.24 0.14 12.7% 2.50
ATR 1.35 1.34 -0.01 -0.6% 0.00
Volume 102,932,703 99,194,000 -3,738,703 -3.6% 441,061,906
Daily Pivots for day following 01-Apr-2013
Classic Woodie Camarilla DeMark
R4 159.93 159.23 156.73
R3 158.69 157.99 156.39
R2 157.45 157.45 156.28
R1 156.75 156.75 156.16 156.48
PP 156.21 156.21 156.21 156.08
S1 155.51 155.51 155.94 155.24
S2 154.97 154.97 155.82
S3 153.73 154.27 155.71
S4 152.49 153.03 155.37
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 163.46 162.56 158.05
R3 160.96 160.06 157.36
R2 158.46 158.46 157.13
R1 157.56 157.56 156.90 158.01
PP 155.96 155.96 155.96 156.18
S1 155.06 155.06 156.44 155.51
S2 153.46 153.46 156.21
S3 150.96 152.56 155.98
S4 148.46 150.06 155.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 156.91 154.35 2.56 1.6% 1.26 0.8% 66% True False 108,051,181
10 156.91 153.59 3.32 2.1% 1.28 0.8% 74% True False 118,805,412
20 156.91 151.52 5.39 3.5% 1.09 0.7% 84% True False 112,988,476
40 156.91 148.73 8.18 5.2% 1.25 0.8% 89% True False 125,296,545
60 156.91 144.98 11.93 7.6% 1.14 0.7% 93% True False 123,449,095
80 156.91 139.54 17.37 11.1% 1.20 0.8% 95% True False 129,560,594
100 156.91 134.70 22.21 14.2% 1.29 0.8% 96% True False 132,835,732
120 156.91 134.70 22.21 14.2% 1.31 0.8% 96% True False 132,263,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 162.18
2.618 160.16
1.618 158.92
1.000 158.15
0.618 157.68
HIGH 156.91
0.618 156.44
0.500 156.29
0.382 156.14
LOW 155.67
0.618 154.90
1.000 154.43
1.618 153.66
2.618 152.42
4.250 150.40
Fisher Pivots for day following 01-Apr-2013
Pivot 1 day 3 day
R1 156.29 156.02
PP 156.21 155.99
S1 156.13 155.96

These figures are updated between 7pm and 10pm EST after a trading day.

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